Paper Abstract and Keywords |
Presentation |
2013-09-03 10:45
A New UCB-based Algorithm for the Matching-Selection Multi-armed Bandit Problem Ryo Watanabe, Atsuyoshi Nakamura, Mineichi Kudo (Hokkaido Univ.) COMP2013-26 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Permutation bandit problem is a kind of combinatorial multi-armed bandit problem in which an $M$-permutation of $N$ elements corresponds to slot machine.
As a UCB-based approach for this problem, polynomial-space algorithms MLPS and LLR have been developed.
In this paper, we propose a new UCB-based algorithm that uses the value closer to the standard deviation of estimator of reward than MLPS and LLR as the exploration term of the selection index. We show a smaller upper bound of expected regret theoretically and larger cumulative rewards empirically compared to MLPS and LLR. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Online learning / Multi-armed bandit problem / Permutations / Integer programming / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 113, no. 198, COMP2013-26, pp. 9-16, Sept. 2013. |
Paper # |
COMP2013-26 |
Date of Issue |
2013-08-27 (COMP) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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COMP2013-26 |
Conference Information |
Committee |
COMP |
Conference Date |
2013-09-03 - 2013-09-03 |
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(See Japanese page) |
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Paper Information |
Registration To |
COMP |
Conference Code |
2013-09-COMP |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
A New UCB-based Algorithm for the Matching-Selection Multi-armed Bandit Problem |
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Keyword(1) |
Online learning |
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Multi-armed bandit problem |
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Permutations |
Keyword(4) |
Integer programming |
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1st Author's Name |
Ryo Watanabe |
1st Author's Affiliation |
Hokkaido University (Hokkaido Univ.) |
2nd Author's Name |
Atsuyoshi Nakamura |
2nd Author's Affiliation |
Hokkaido University (Hokkaido Univ.) |
3rd Author's Name |
Mineichi Kudo |
3rd Author's Affiliation |
Hokkaido University (Hokkaido Univ.) |
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Speaker |
Author-1 |
Date Time |
2013-09-03 10:45:00 |
Presentation Time |
35 minutes |
Registration for |
COMP |
Paper # |
COMP2013-26 |
Volume (vol) |
vol.113 |
Number (no) |
no.198 |
Page |
pp.9-16 |
#Pages |
8 |
Date of Issue |
2013-08-27 (COMP) |